The present invention discloses a thin-walled cylindrical explosion shock wave pressure tester, which comprises a thin-walled cylinder, a central pillar, an upper gland and a lower gland. The thin-walled cylinder sleeves the periphery of the central pillar, and a set amount of deformation space is reserved between the thin-walled cylinder and the central pillar. The upper gland and the lower glandhave the same structure; the upper gland is a cylinder with a stepped through-hole at the center; and large opening ends of the upper gland and the lower gland respectively sleeve both ends of the thin-walled cylinder. Threaded counterbores are respectively arranged in centers of both ends of the central pillar along the axial direction. At the end of the thin-walled cylinder in connection with the upper gland, the screw end of a fastening bolt passes through the upper gland and is threadedly connected with the threaded counterbore in the central pillar so that the upper gland, the thin-walled cylinder and the central pillar are pressed and fixed. At the end of the thin-walled cylinder in connection with the lower gland, the screw end of the fastening bolt passes through the lower gland and is threadedly connected with the threaded counterbore in the central pillar so that the lower gland, the thin-walled cylinder and the central pillar are pressed and fixed.